-17.3%
TEM vs AVAV
-39.1%
+21.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.5% |
| 7D | +0.9% | -2.2% | +3.1% | +1.7% |
| 30D | +38.4% | -13.9% | +52.3% | +45.4% |
| 3M | +23.7% | -29.2% | +52.9% | +38.3% |
| 6M | +26.0% | -36.1% | +62.1% | +43.8% |
| YTD | +9.4% | -40.2% | +49.6% | +22.6% |
| 1Y | -17.3% | -36.2% | +18.9% | +14.4% |
| All | -17.3% | -39.1% | +21.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling